ARMA

Homework 3

1)

2)

set.seed(2)
coeff = c(-1.6,-.64)
returnedCoeff = ARMAtoMA(ar=coeff,lag.max = 20)
returnedCoeff

##  [1] -1.6000000  1.9200000 -2.0480000  2.0480000 -1.9660800  1.8350080
##  [7] -1.6777216  1.5099494 -1.3421773  1.1811160 -1.0307922  0.8933532
## [13] -0.7696581  0.6597070 -0.5629500  0.4785075 -0.4053240  0.3422736
## [19] -0.2882304  0.2421135

set.seed(2)
ARMAacf(ma=(returnedCoeff),lag.max = 3)[1:4]

##          0          1          2          3 
##  1.0000000 -0.9747543  0.9190079 -0.8458620

3)